Most likely, when you transferred the songs to iTunes you didn't have the "Copy files to iTunes Music folder when adding to library" option checked in the "Advanced" section of the iTunes preferences window (see illustration below). If this option is unchecked, iTunes will not copy the transferred files from the iPod to your Mac, but rather will simply add references to the files on the iPod to its library. Thus, when you remove the iPod, the songs disappear.
Try sending the songs with that option checked. More.
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